Geodesic
A~criterion for the nonexistence of the asymptotic free lunch in a~finite-dimensional market under convex portfolio constraints and convex transaction costs
Sibirskij žurnal industrialʹnoj matematiki, Tome 5 (2002) no. 1, pp. 133-144

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     author = {D. B. Rokhlin},
     title = {A~criterion for the nonexistence of the asymptotic free lunch in a~finite-dimensional market under convex portfolio constraints and convex transaction costs},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {133--144},
     publisher = {mathdoc},
     volume = {5},
     number = {1},
     year = {2002},
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     url = {http://geodesic.mathdoc.fr/item/SJIM_2002_5_1_a13/}
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D. B. Rokhlin. A~criterion for the nonexistence of the asymptotic free lunch in a~finite-dimensional market under convex portfolio constraints and convex transaction costs. Sibirskij žurnal industrialʹnoj matematiki, Tome 5 (2002) no. 1, pp. 133-144. http://geodesic.mathdoc.fr/item/SJIM_2002_5_1_a13/